-80.3%
FIG vs OKLO
-43.7%
-36.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.9% | -10.6% | -6.0% |
| 7D | -16.4% | +12.4% | -28.8% | -17.0% |
| 30D | -2.3% | -10.6% | +8.2% | -1.8% |
| 3M | +7.8% | -26.5% | +34.3% | +10.2% |
| 6M | -21.8% | -25.6% | +3.8% | -22.4% |
| YTD | -39.1% | -39.6% | +0.5% | -38.2% |
| 1Y | -56.6% | -38.8% | -17.9% | -55.5% |
| All | -80.3% | -43.7% | -36.7% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OKLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling